But if the visitor does not do that, the content never loads, and he will eventually close the popup without seeing the content.

What are these arrows for, and why this happens, and what can be done to solve it?

The popup is generated by plugin Wp Super Popup.
I use W3 Total Cache but only with Browser Cache and Page Cache enabled (No Minify). Despite that, I disabled the whole W3 Total Cache entirely, and the same problem persists.